Details of the shoot emerged following the magazine’s editor, British-born Anna Wintour, being made a dame in the New Year Honours.

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The PM has made little secret of her fondness for fashion, and pictures of the former Home Secretary’s choice of footwear have long been a staple of Conservative Party conference media coverage. Margaret Thatcher was photographed four times for British Vogue.

BEN STANSALL via Getty ImagesA photograph by David Bailey entitled 'Margaret Thatcher in 10 Downing Street' 1985 as part of the 'Vogue 100 a Century of Style' exhibition at the National Portrait Galley in February last year.